+67.1%
CSX vs RDW
+244.1%
-176.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.7% | +3.4% | -1.1% |
| 7D | -0.6% | +3.6% | -4.2% | -0.7% |
| 30D | -3.2% | -18.4% | +15.2% | -2.4% |
| 3M | +2.6% | -32.1% | +34.6% | +4.0% |
| 6M | +19.8% | +10.9% | +8.9% | +16.6% |
| YTD | +34.7% | +40.8% | -6.1% | +27.7% |
| 1Y | +52.1% | +31.1% | +21.0% | +43.7% |
| All | +67.1% | +244.1% | -176.9% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RDW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling